Access Statistics for Owain ap Gwilym

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
In search of concepts: The effects of speculative demand on returns and volume 0 1 2 36 1 3 12 93
Size clustering in the FTSE-100 index futures market 0 0 0 0 0 1 5 7
Sovereign Ratings and Migrations: Emerging Markets 0 0 2 19 0 1 13 68
The Extent and Causes of Sovereign Split Ratings 0 0 4 16 0 0 12 69
The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis 0 3 17 129 2 8 48 261
The characteristics and evolution of credit default swap trading 0 0 0 0 0 4 7 12
The determinants of CDS Bid-Ask Spreads 0 0 0 0 0 0 5 7
Volatility transmission among the CDS, equity, and bond markets 0 0 0 0 0 0 1 4
Total Working Papers 0 4 25 200 3 17 103 521


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A random effects ordered probit model for rating migrations 2 2 6 81 2 4 18 189
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 4 0 0 9 30
An analysis of bid-ask spreads on American-and European-style index options 0 0 1 31 0 0 6 156
An empirical comparison of quoted and implied bid-ask spreads on futures contracts 0 0 0 55 1 2 6 221
Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading 0 0 0 0 0 0 12 15
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence 0 0 2 102 0 0 5 305
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence 0 1 2 3 0 1 8 167
Does sovereign creditworthiness affect bank valuations in emerging markets? 1 2 6 7 1 3 20 39
Foreign exchange market reactions to sovereign credit news 0 1 14 81 0 2 34 263
Forward/forward volatilities and the term structure of implied volatility 0 0 4 184 0 1 12 366
Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market 0 1 1 1 0 1 7 7
Heterogeneity of sovereign rating migrations in emerging countries 0 0 5 51 0 0 16 187
Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements 0 0 0 3 0 0 3 76
Intra‐day volatility components in FTSE‐100 stock index futures 0 0 0 0 0 0 5 8
Leads and lags in sovereign credit ratings 0 1 16 200 1 6 35 437
Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe 0 0 3 3 0 0 9 10
Market structure and microstructure, in international interest rate futures markets 0 0 1 45 1 1 5 140
Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU 0 0 0 43 0 0 5 126
Open interest, cross listing, and information shocks 0 0 0 0 0 0 4 10
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 0 0 8 64
Price clustering and bid-ask spreads in international bond futures 1 1 2 43 1 2 8 142
Price clustering and underpricing in the IPO aftermarket 0 0 1 29 0 0 15 160
Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995 0 0 0 33 0 0 5 108
Rating agencies' credit signals: An analysis of sovereign watch and outlook 1 2 6 51 5 7 32 167
Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers 1 4 14 200 2 12 48 530
Return reversals and the compass rose: insights from high frequency options data 0 0 2 12 0 0 8 71
Size clustering in the FTSE100 index futures market 0 0 0 0 0 0 2 5
Sovereign rating actions and the implied volatility of stock index options 0 0 0 10 0 0 8 35
Speculate against speculative demand 0 0 1 7 0 0 12 39
Split sovereign ratings and rating migrations in emerging economies 0 0 5 44 1 1 14 166
Structural changes, bid-ask spread composition and tick size in inter-bank futures trading 0 0 0 14 0 1 16 89
Tests of Non-linearity Using LIFFE Futures Transactions Price Data 0 0 0 20 0 0 1 55
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets 0 0 4 29 0 0 10 82
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets 0 0 1 1 0 0 5 5
The Components of Electronic Inter-Dealer Spot FX Bid-Ask Spreads 0 0 0 29 0 0 2 105
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 0 0 0 4 4
The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield 0 0 1 104 0 0 10 256
The bid‐ask spread on stock index options: An ordered probit analysis 0 0 0 0 0 0 4 7
The credit signals that matter most for sovereign bond spreads with split rating 0 0 8 19 2 2 22 51
The determinants of trading volume for cross-listed Euribor futures contracts 0 1 1 79 0 1 11 297
The impact of sovereign rating actions on bank ratings in emerging markets 0 1 11 112 0 3 36 414
The intraday relationship between volume and volatility in LIFFE futures markets 0 0 3 95 0 1 15 286
The lead-lag relationship between the FTSE100 stock index and its derivative contracts 1 4 8 220 1 9 53 1,051
The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market 0 1 2 59 0 2 14 158
The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis 1 2 9 49 2 8 54 164
Trade size clustering and the cost of trading at the London Stock Exchange 0 1 2 6 0 3 8 45
Volatility forecasting in the framework of the option expiry cycle 1 2 7 134 3 4 17 421
Total Journal Articles 9 27 149 2,293 23 77 661 7,729
1 registered items for which data could not be found


Statistics updated 2017-03-07